CPO

You can export this data if you have OptionVue. Can't do it from ONE though, unfortunately. Have you looked at iVolatility? https://www.ivolatility.com/data/us-historical-option-data2.html

Does the protective put actually do anything in this setup? The PCS is limited risk and a market crash would quickly put the trade at that limit. Adding a 0.20 put far OTM seems like an unnecessary complication with no real value.

I would be interested to see what period this win rate applies to. In a bull market like we've had since 09 I can imagine this would be a winner. However, like all directional trades, the periods of chop are when this might perform poorly. Do you happen to know about the that @Maji?

The million dollar question. I usually set a GTC for 10%. As we get closer to earnings i'll adjust down the target. This is obviously sub-optimal especially when some stocks get an IV spike in last couple of hours of trading prior to earnings. Another option is to add a trailing stop to the order but you can easily get stopped out too early. As Maji said, trading is about having an edge and then working the probabilities. You can't max the gain on every trade.

So during each trade the underlying never closed outside of the breakevens?

Does CML give you the drawdowns for each trade? I'd be interested to know that before entering short straddle trades like this.

Incredible. Thank you @Stanislav